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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"Capital income"
~subject:"United States"
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Search: subject_exact:"Trendmodell"
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Capital income
United States
Time series analysis
450
Zeitreihenanalyse
450
Theorie
197
Theory
197
Estimation
130
Schätzung
130
Estimation theory
78
Schätztheorie
78
Forecasting model
77
Prognoseverfahren
77
Volatility
74
Volatilität
73
Cointegration
58
Kointegration
58
Einheitswurzeltest
56
Unit root test
56
ARCH model
43
ARCH-Modell
43
USA
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Börsenkurs
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Share price
42
Kapitaleinkommen
40
State space model
38
Zustandsraummodell
38
Business cycle
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Structural break
32
Strukturbruch
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Aktienmarkt
30
Stochastic process
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Nichtlineare Regression
22
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Phillips, Peter C. B.
5
Gil-Alaña, Luis A.
4
Caporale, Guglielmo Maria
3
Todorova, Neda
3
Gupta, Rangan
2
Shen, Chung-hua
2
Alemany, Nuria
1
Alles, Lakshman
1
Aparicio, Teresa
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Aragó, Vicent
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Armah, Nii Ayi
1
Asēmakopulos, Iōannēs
1
Aye, Goodness C.
1
Babikir, Ali
1
Bacchiocchi, Emanuele
1
Balcilar, Mehmet
1
Bastianin, Andrea
1
Bejaoui, Azza
1
Benhmad, François
1
Bhaskara Rao, Buddhavarapu
1
Boubaker, Heni
1
Boutahar, Mohamed
1
Bucci, Andrea
1
Bühlmann, Peter
1
Cai, Yuzhi
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Casadio, Paolo
1
Celik, Sibel
1
Cellini, Roberto
1
Chen, Shyh-Wei
1
Chen, Shyh-wei
1
Chen, Xiaohong
1
Chong, Terence Tai-Leung
1
Ciciretti, Vito
1
Cuccia, Tiziana
1
Cuñado Eizaguirre, Juncal
1
D'Agostino, Giorgio
1
De Silva, Ashton
1
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Cowles Foundation discussion paper
Applied financial economics
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
International journal of forecasting
69
Working paper / National Bureau of Economic Research, Inc.
66
Applied economics
61
Journal of econometrics
58
Economics letters
52
Discussion paper / Tinbergen Institute
46
Journal of empirical finance
44
Journal of applied econometrics
41
Journal of forecasting
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of macroeconomics
39
The review of economics and statistics
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Finance research letters
35
International review of financial analysis
35
Working paper
35
The journal of finance : the journal of the American Finance Association
34
Discussion paper / Centre for Economic Policy Research
31
Journal of money, credit and banking : JMCB
31
International review of economics & finance : IREF
30
The journal of futures markets
29
CESifo working papers
28
Applied economics letters
27
Energy economics
26
CREATES research paper
24
NBER working paper series
24
The North American journal of economics and finance : a journal of financial economics studies
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of banking & finance
23
Journal of monetary economics
23
Journal of financial economics
22
Econometric reviews
21
Economics and finance working paper series
19
NBER Working Paper
19
The review of financial studies
19
Journal of economic dynamics & control
18
Macroeconomic dynamics
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ECONIS (ZBW)
81
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
3
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
4
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
5
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
6
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
7
Weak [sigma]-convergence : theory and applications
Kong, Jianning
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2017
Persistent link: https://www.econbiz.de/10011647640
Saved in:
8
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
9
Structural analysis with mixed-frequency data : a model of US capital flows
Bacchiocchi, Emanuele
;
Bastianin, Andrea
;
Missale, …
- In:
Economic modelling
89
(
2020
),
pp. 427-443
Persistent link: https://www.econbiz.de/10012426146
Saved in:
10
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
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